Cores of Dirichlet forms related to random matrix theory
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Publication:2263960
Abstract: We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy interacting Brownian motion. Both particle systems have logarithmic interaction potentials, and naturally arise from random matrix theory. The results of the present paper will be used in a forth coming paper to prove the identity of the infinite-dimensional stochastic dynamics related to the random matrix theories constructed by apparently different methods: the method of space-time correlation functions and that of stochastic analysis.
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Cited in
(14)- Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions
- Infinite particle systems with hard-core and long-range interaction
- Dynamical universality for random matrices
- A geometric study of cores of idempotent stochastic matrices
- Infinite dimensional stochastic differential equations for Dyson's model
- Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
- Partial isometries, duality, and determinantal point processes
- Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
- Number rigidity in superhomogeneous random point fields
- Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices
- On the ergodicity of interacting particle systems under number rigidity
- Infinite-dimensional stochastic differential equations arising from Airy random point fields
- Infinite-dimensional stochastic differential equations and tail -fields
- Strong Markov property of determinantal processes with extended kernels
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